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Vice President - Quantitative Analyst (Equities & Equity Derivatives)
Location: London
Division: Front Office - Quantitative Analytics
About the Role:
We are seeking a highly skilled VP Quantitative Analyst to join our Investment Banking clients, front-office team. The ideal candidate will have deep expertise in Equities and Equity Derivatives, with a strong background in pricing models. This is an opportunity to work on cutting-edge quantitative solutions for complex products in a dynamic trading environment.
Key Responsibilities:
- Develop and enhance pricing models for equity derivatives, including vanilla and exotic structures.
- Design and implement robust calibration frameworks for volatility surfaces and correlation models.
- Work closely with traders and structurers to support pricing and risk management of products such as autocallables, cliquets, and other structured payoffs.
- Optimise model performance and ensure compliance with regulatory standards.
- Collaborate with technology teams to integrate models into production systems.
Required Skills & Experience:
- Strong academic background in Mathematics, Physics, Engineering, or Quantitative Finance (Master's or PhD preferred).
- Proven experience in Equities and Equity Derivatives pricing and risk analytics.
- Expertise in exotic equity derivatives is highly desirable.
- Hands-on experience with autocallables, cliquets, and other structured products.
- Proficiency in model calibration techniques and stochastic modeling.
- Advanced programming skills in Python, C++, or similar languages.
- Excellent communication skills and ability to work in a fast-paced environment.
Bonus Points For:
- Experience with Monte Carlo simulations, PDE solvers, and numerical optimisation.
- Familiarity with regulatory frameworks (e.g., FRTB, XVA).
Apply now to avoid disappointment.
To find out more about Huxley, please visit (url removed)
Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 8 Bishopsgate, London, EC2N 4BQ, United Kingdom | Partnership Number | OC(phone number removed) England and Wales
